Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 322,375 CHF | 323,575 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 312,715 CHF | 313,915 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 319,169 CHF | 320,369 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 329,203 CHF | 330,403 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 330,941 CHF | 332,141 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 322,328 CHF | 323,528 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.67 CHF | 2.68 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 330,493 CHF | 331,693 CHF | 99.85% | 99.85% |
11/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 337,876 CHF | 339,076 CHF | 99.67% | 99.67% |
08/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 328,763 CHF | 329,963 CHF | 98.78% | 98.78% |
07/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 331,382 CHF | 332,582 CHF | 100.00% | 100.00% |